Cinergy Corp Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8148 | 8.10 | |
| 0.0707 | 4.73 | |
| 0.8358 | 20.19 | |
| 0.0494 | 1.16 | |
| -0.0706 | -1.11 | |
| 0.0612 | 1.38 | |
| -0.1391 | -3.65 | |
| 0.1570 | 5.72 |
Estimation Period:
Jan 1, 1990 to Mar 31, 2006
Jan 1, 1990 to Mar 31, 2006
News Impact Curve
Volatility Forecasts
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